A discontinuous mispricing model under asymmetric information (Q319248): Difference between revisions
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| Property / author | |||
| Property / author: Winston S. Buckley / rank | |||
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6633473 / rank | |||
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| Property / zbMATH Keywords | |||
mispricing | |||
| Property / zbMATH Keywords: mispricing / rank | |||
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Lévy jumps | |||
| Property / zbMATH Keywords: Lévy jumps / rank | |||
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asymmetric information | |||
| Property / zbMATH Keywords: asymmetric information / rank | |||
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optimal portfolio | |||
| Property / zbMATH Keywords: optimal portfolio / rank | |||
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expected utility | |||
| Property / zbMATH Keywords: expected utility / rank | |||
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Revision as of 01:37, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discontinuous mispricing model under asymmetric information |
scientific article |
Statements
A discontinuous mispricing model under asymmetric information (English)
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6 October 2016
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mispricing
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Lévy jumps
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asymmetric information
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optimal portfolio
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expected utility
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